diff --git a/pyproject.toml b/pyproject.toml
index 14d2c1e8e..896ad339f 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -6,7 +6,7 @@ requires = [
     "cymem>=2.0.2,<2.1.0",
     "preshed>=3.0.2,<3.1.0",
     "murmurhash>=0.28.0,<1.1.0",
-    "thinc>=8.0.0a35,<8.0.0a40",
+    "thinc>=8.0.0a36,<8.0.0a40",
     "blis>=0.4.0,<0.5.0",
     "pytokenizations",
     "pathy"
diff --git a/requirements.txt b/requirements.txt
index b3a95dcff..2746ecc37 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 # Our libraries
 cymem>=2.0.2,<2.1.0
 preshed>=3.0.2,<3.1.0
-thinc>=8.0.0a35,<8.0.0a40
+thinc>=8.0.0a36,<8.0.0a40
 blis>=0.4.0,<0.5.0
 ml_datasets==0.2.0a0
 murmurhash>=0.28.0,<1.1.0
diff --git a/setup.cfg b/setup.cfg
index b080d4330..33dabc91f 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -34,13 +34,13 @@ setup_requires =
     cymem>=2.0.2,<2.1.0
     preshed>=3.0.2,<3.1.0
     murmurhash>=0.28.0,<1.1.0
-    thinc>=8.0.0a35,<8.0.0a40
+    thinc>=8.0.0a36,<8.0.0a40
 install_requires =
     # Our libraries
     murmurhash>=0.28.0,<1.1.0
     cymem>=2.0.2,<2.1.0
     preshed>=3.0.2,<3.1.0
-    thinc>=8.0.0a35,<8.0.0a40
+    thinc>=8.0.0a36,<8.0.0a40
     blis>=0.4.0,<0.5.0
     wasabi>=0.8.0,<1.1.0
     srsly>=2.1.0,<3.0.0
diff --git a/spacy/cli/_util.py b/spacy/cli/_util.py
index 21a4e54ce..506380b0b 100644
--- a/spacy/cli/_util.py
+++ b/spacy/cli/_util.py
@@ -10,7 +10,7 @@ from click import NoSuchOption
 from click.parser import split_arg_string
 from typer.main import get_command
 from contextlib import contextmanager
-from thinc.config import Config, ConfigValidationError
+from thinc.api import Config, ConfigValidationError
 from configparser import InterpolationError
 import os
 
@@ -226,24 +226,28 @@ def get_checksum(path: Union[Path, str]) -> str:
 def show_validation_error(
     file_path: Optional[Union[str, Path]] = None,
     *,
-    title: str = "Config validation error",
+    title: Optional[str] = None,
+    desc: str = "",
+    show_config: Optional[bool] = None,
     hint_fill: bool = True,
 ):
     """Helper to show custom config validation errors on the CLI.
 
     file_path (str / Path): Optional file path of config file, used in hints.
-    title (str): Title of the custom formatted error.
+    title (str): Override title of custom formatted error.
+    desc (str): Override description of custom formatted error.
+    show_config (bool): Whether to output the config the error refers to.
     hint_fill (bool): Show hint about filling config.
     """
     try:
         yield
-    except (ConfigValidationError, InterpolationError) as e:
-        msg.fail(title, spaced=True)
-        # TODO: This is kinda hacky and we should probably provide a better
-        # helper for this in Thinc
-        err_text = str(e).replace("Config validation error", "").strip()
-        print(err_text)
-        if hint_fill and "field required" in err_text:
+    except ConfigValidationError as e:
+        title = title if title is not None else e.title
+        # Re-generate a new error object with overrides
+        err = e.from_error(e, title="", desc=desc, show_config=show_config)
+        msg.fail(title)
+        print(err.text.strip())
+        if hint_fill and "value_error.missing" in err.error_types:
             config_path = file_path if file_path is not None else "config.cfg"
             msg.text(
                 "If your config contains missing values, you can run the 'init "
@@ -252,6 +256,8 @@ def show_validation_error(
             )
             print(f"{COMMAND} init fill-config {config_path} --base {config_path}\n")
         sys.exit(1)
+    except InterpolationError as e:
+        msg.fail("Config validation error", e, exits=1)
 
 
 def import_code(code_path: Optional[Union[Path, str]]) -> None:
diff --git a/spacy/cli/debug_config.py b/spacy/cli/debug_config.py
index d07a0bb2d..c0c7de7ef 100644
--- a/spacy/cli/debug_config.py
+++ b/spacy/cli/debug_config.py
@@ -1,8 +1,8 @@
 from typing import Optional, Dict, Any, Union, List
 from pathlib import Path
 from wasabi import msg, table
-from thinc.api import Config
-from thinc.config import VARIABLE_RE, ConfigValidationError
+from thinc.api import Config, ConfigValidationError
+from thinc.config import VARIABLE_RE
 import typer
 
 from ._util import Arg, Opt, show_validation_error, parse_config_overrides
@@ -115,4 +115,4 @@ def check_section_refs(config: Config, fields: List[str]) -> None:
             msg = f"not a valid section reference: {value}"
             errors.append({"loc": field.split("."), "msg": msg})
     if errors:
-        raise ConfigValidationError(config, errors)
+        raise ConfigValidationError(config=config, errors=errors)
diff --git a/spacy/cli/train.py b/spacy/cli/train.py
index cbb0655ef..bc4f17ff3 100644
--- a/spacy/cli/train.py
+++ b/spacy/cli/train.py
@@ -89,7 +89,7 @@ def train(
         nlp, config = util.load_model_from_config(config)
     util.load_vocab_data_into_model(nlp, lookups=config["training"]["lookups"])
     if config["training"]["vectors"] is not None:
-        util.load_vectors_into_model(nlp, config["training"]["vectors"])
+        add_vectors(nlp, config["training"]["vectors"])
     raw_text, tag_map, morph_rules, weights_data = load_from_paths(config)
     T_cfg = config["training"]
     optimizer = T_cfg["optimizer"]
@@ -195,6 +195,19 @@ def train(
             msg.good(f"Saved pipeline to output directory {final_model_path}")
 
 
+def add_vectors(nlp: Language, vectors: str) -> None:
+    title = f"Config validation error for vectors {vectors}"
+    desc = (
+        "This typically means that there's a problem in the config.cfg included "
+        "with the packaged vectors. Make sure that the vectors package you're "
+        "loading is compatible with the current version of spaCy."
+    )
+    with show_validation_error(
+        title=title, desc=desc, hint_fill=False, show_config=False
+    ):
+        util.load_vectors_into_model(nlp, vectors)
+
+
 def create_train_batches(iterator, batcher, max_epochs: int):
     epoch = 0
     examples = list(iterator)
diff --git a/spacy/tests/lang/zh/test_tokenizer.py b/spacy/tests/lang/zh/test_tokenizer.py
index 70e753ba2..741eb0ace 100644
--- a/spacy/tests/lang/zh/test_tokenizer.py
+++ b/spacy/tests/lang/zh/test_tokenizer.py
@@ -1,6 +1,6 @@
 import pytest
 from spacy.lang.zh import Chinese, _get_pkuseg_trie_data
-from thinc.config import ConfigValidationError
+from thinc.api import ConfigValidationError
 
 
 # fmt: off
diff --git a/spacy/tests/pipeline/test_pipe_factories.py b/spacy/tests/pipeline/test_pipe_factories.py
index 07648024c..cac394913 100644
--- a/spacy/tests/pipeline/test_pipe_factories.py
+++ b/spacy/tests/pipeline/test_pipe_factories.py
@@ -4,8 +4,7 @@ from spacy.lang.en import English
 from spacy.lang.de import German
 from spacy.tokens import Doc
 from spacy.util import registry, SimpleFrozenDict, combine_score_weights
-from thinc.api import Model, Linear
-from thinc.config import ConfigValidationError
+from thinc.api import Model, Linear, ConfigValidationError
 from pydantic import StrictInt, StrictStr
 
 from ..util import make_tempdir
diff --git a/spacy/tests/serialize/test_serialize_config.py b/spacy/tests/serialize/test_serialize_config.py
index ec7544456..1a5be4bec 100644
--- a/spacy/tests/serialize/test_serialize_config.py
+++ b/spacy/tests/serialize/test_serialize_config.py
@@ -1,5 +1,5 @@
 import pytest
-from thinc.config import Config, ConfigValidationError
+from thinc.api import Config, ConfigValidationError
 import spacy
 from spacy.lang.en import English
 from spacy.lang.de import German
diff --git a/spacy/tests/test_cli.py b/spacy/tests/test_cli.py
index a66ab8de1..caf4ea890 100644
--- a/spacy/tests/test_cli.py
+++ b/spacy/tests/test_cli.py
@@ -8,7 +8,7 @@ from spacy.cli._util import validate_project_commands, parse_config_overrides
 from spacy.cli._util import load_project_config, substitute_project_variables
 from spacy.cli._util import string_to_list, OVERRIDES_ENV_VAR
 from spacy.cli.debug_config import check_section_refs
-from thinc.config import ConfigValidationError, Config
+from thinc.api import ConfigValidationError, Config
 import srsly
 import os